Incorrect Vector Pass output (No Alpha & Zero Values)
Did you make sure to disable the Motion Blur check box under the Cycles render properties panel? If not, the Vector Pass won't work properly

Also, for some reason, in order to save the Vector pass to OpenEXR with proper values, you first need to convert it from to RGBA then to Image format.

Something like this should work:



Also, to verify the values stored in the OpenEXR, just drag and drop the file into the compositor where you can also doublecheck them (that's what I did).




Alpha channel is not used for the Vector Pass which uses XYZ components of each pixel vector stored as RGB only for the OpenEXR file. (see comment below)
The non zero value could be attributed to movement of your camera, the background of the scene, rotation... or whatever image/color processing of the viewer used.